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VCIT vs. FCOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCIT vs. FCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Fidelity Corporate Bond ETF (FCOR). The values are adjusted to include any dividend payments, if applicable.

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VCIT vs. FCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.45%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%
FCOR
Fidelity Corporate Bond ETF
-0.39%7.88%3.01%8.95%-15.88%-1.64%11.39%14.87%-3.04%6.13%

Returns By Period

In the year-to-date period, VCIT achieves a -0.45% return, which is significantly lower than FCOR's -0.39% return. Both investments have delivered pretty close results over the past 10 years, with VCIT having a 3.06% annualized return and FCOR not far ahead at 3.11%.


VCIT

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.69%
1Y
6.08%
3Y*
5.56%
5Y*
1.42%
10Y*
3.06%

FCOR

1D
0.66%
1M
-2.03%
YTD
-0.39%
6M
0.43%
1Y
4.95%
3Y*
5.13%
5Y*
0.83%
10Y*
3.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCIT vs. FCOR - Expense Ratio Comparison

VCIT has a 0.04% expense ratio, which is lower than FCOR's 0.36% expense ratio.


Return for Risk

VCIT vs. FCOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VCIT
VCIT Risk / Return Rank: 7474
Overall Rank
VCIT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6767
Omega Ratio Rank
VCIT Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCIT Martin Ratio Rank: 7575
Martin Ratio Rank

FCOR
FCOR Risk / Return Rank: 5656
Overall Rank
FCOR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 5050
Sortino Ratio Rank
FCOR Omega Ratio Rank: 4848
Omega Ratio Rank
FCOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
FCOR Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VCIT vs. FCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Fidelity Corporate Bond ETF (FCOR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VCITFCORDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.96

+0.30

Sortino ratio

Return per unit of downside risk

1.76

1.31

+0.44

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

2.07

1.68

+0.39

Martin ratio

Return relative to average drawdown

7.31

5.30

+2.00

VCIT vs. FCOR - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.26, which is higher than the FCOR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VCIT and FCOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VCITFCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.96

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.12

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.44

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.42

+0.34

Correlation

The correlation between VCIT and FCOR is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VCIT vs. FCOR - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.72%, more than FCOR's 4.52% yield.


TTM20252024202320222021202020192018201720162015
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.72%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%
FCOR
Fidelity Corporate Bond ETF
4.52%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%

Drawdowns

VCIT vs. FCOR - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum FCOR drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for VCIT and FCOR.


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Drawdown Indicators


VCITFCORDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-22.60%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-3.13%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-22.60%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-22.60%

+2.04%

Current Drawdown

Current decline from peak

-1.98%

-2.03%

+0.05%

Average Drawdown

Average peak-to-trough decline

-3.18%

-4.78%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.99%

-0.14%

Volatility

VCIT vs. FCOR - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 2.07%, while Fidelity Corporate Bond ETF (FCOR) has a volatility of 2.20%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than FCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITFCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

2.20%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

3.05%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

5.22%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.60%

7.06%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

7.12%

-0.85%